If you have access to another PC then try using the programmer with that. It is a well documented fact that serial ports on a lot (if not most) laptops lack the power that JDM programmers need to generate the programming voltages.

I can remember having loads of programming issues when I was using a commercial version of this type of programmer with IC-Prog. I've since purchased an EasyPIC board which has a built in programmer and software - which I must say has never let me down.

If your funds can't stretch to an EasyPIC board, then I too would suggest you look at the picKit2 programmer.